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Reliable Model Evaluation · Lesson 35

Uncertainty in an Estimated Score

A test accuracy changes when only a few deliveries are added.

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Uncertainty in an Estimated Score explained visually

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A test accuracy changes when only a few deliveries are added. English captions are optional and start off. The complete transcript follows the written lesson.

Lesson overview

What you will learn

A test accuracy changes when only a few deliveries are added.

  1. A practical question
  2. The useful idea
  3. Work through the example
  4. Limits and next step
01

A practical question

Our validation score changes noticeably when five new late deliveries are added. Is the model unstable, or is the estimate noisy because the sample is small? Both are possible.

02

The useful idea

An interval around a measured score can describe sampling uncertainty under a specified method. It doesn't automatically account for a new rural depot, changed weather, or incorrect labels. Repeated valid group or time splits can show how sensitive results are to the evaluation sample.

03

Work through the example

Report the number of positive and negative trips along with the interval. Inspect a rare subgroup before claiming precise performance there. A narrow interval built from near-duplicate frames or trips would still answer the wrong population question.

04

Limits and next step

Next, we'll compare two candidate models on the same untouched test period without repeatedly choosing the winner from it.

Worked example

Compare score intervals from repeated valid splits or a suitable resampling method.

Knowledge check

Quick check: test your understanding

Try it yourself: In the situation described above, explain the method and one reason its output might be misleading.

Check the reasoning

Estimated scores vary with sample size and sampling; intervals express uncertainty under assumptions. An interval does not repair a biased or leaky test set.

What is the main idea behind uncertainty in an estimated score?

Estimated scores vary with sample size and sampling; intervals express uncertainty under assumptions.

How is it used in the example?

Compare score intervals from repeated valid splits or a suitable resampling method.

What limitation should be checked?

An interval does not repair a biased or leaky test set.

Further reading

Machine Learning — Tom M. Mitchell.

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Accessible referenceLesson 35 transcript129 words · Video transcript · Matches the published narration and captionsOpen transcript

Our validation score changes noticeably when five new late deliveries are added. Is the model unstable, or is the estimate noisy because the sample is small? Both are possible.

An interval around a measured score can describe sampling uncertainty under a specified method. It doesn't automatically account for a new rural depot, changed weather, or incorrect labels. Repeated valid group or time splits can show how sensitive results are to the evaluation sample.

Report the number of positive and negative trips along with the interval. Inspect a rare subgroup before claiming precise performance there. A narrow interval built from near-duplicate frames or trips would still answer the wrong population question.

Next, we'll compare two candidate models on the same untouched test period without repeatedly choosing the winner from it.